trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 39,184 1,887,615 109,732 14,923 184 47,273,398 0.040

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -924,216 924,216 -922,236 62,228
1 963,400 963,400 1,031,968 -47,306

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 20 -4,757 -13,059 -2,243 36,945 0.56 0.094 2,411
CN 52 28,127 -528,087 107,841 1,299,204 1.29 0.079 -7,708
HK 11 47,772 -8,137 -7,016 70,611 1.33 0.086 1,330
JP 81 15,647 -92,706 17,194 348,489 0.66 0.074 9,364
KR 2 5,442 0 1,323 5,442 0.52 0.210 1,228
NZ 3 -76,367 -76,367 -14,961 76,367 0.20 0.075 6,009
SG 5 14,633 0 7,094 14,633 0.49 0.055 478
TH 9 4,086 0 -3,060 31,323 0.41 0.199 1,117
TW 1 4,602 0 3,560 4,602 0.77 0.151 695

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 10 -20,851 -13,059 -9,502 20,851 0.58 -0.126 2,340
1 10 16,094 0 7,259 16,094 0.55 -0.035 70
CN -1 33 -635,539 -528,087 -769,932 635,539 1.28 -0.004 48,664
1 19 663,665 0 877,773 663,665 1.32 -0.056 -56,372
HK -1 8 -11,419 -8,137 -15,812 11,419 1.31 -0.042 337
1 3 59,192 0 8,797 59,192 1.39 0.186 993
JP -1 42 -166,421 -92,706 -103,307 166,421 0.65 -0.043 7,728
1 39 182,068 0 120,502 182,068 0.68 0.020 1,635
KR 1 2 5,442 0 1,323 5,442 0.52 0.210 1,228
NZ -1 3 -76,367 -76,367 -14,961 76,367 0.20 -0.075 6,009
SG 1 5 14,633 0 7,094 14,633 0.49 0.023 478
TH -1 5 -13,619 0 -8,721 13,619 0.51 0.180 -2,850
1 4 17,704 0 5,662 17,704 0.28 0.222 3,967
TW 1 1 4,602 0 3,560 4,602 0.77 0.151 695